The efferent nerves in the auditory epithelium are in fact not myelinated, and as you correctly noted the afferent nerves are myelinated (lots of it). My guess as to the reason for why we evolved that way has to do with the hypothesized purpose of the efferent nerves (and I’ll answer Aaron’s question too here.)

Outer hair cells receive nearly all efferent innervation while inner hair cells receive nearly all afferent innervation. While inner hair cells transmit sensory/acoustical information via the auditory nerve to the brain, the outer hair cells act as physical modifiers to the membranes which they contact. The efferent nerves cause the outer hair cells to physically contract and expand, effectively dampening or increasing the pressure on the tectorial membrane. The vibration of this membrane is what causes the inner hair cells’ stereocilia to deflect and excite afferent nerves and transmit sound info.

Why might we want to dampen or increase sound? Some say its to “zero in” on salient frequencies in our environment and “tune out” others. Repetitive background noise, for example, as opposed to the frequencies involved in speech when you’re talking in a crowded space.

This dampening effect might not need to be as fast and adaptable as, say, the transmission of sound information. Frequency information is assembled into coherant ‘sounds’ in the cortex and the ability to quickly react to threatening sounds (by increasing transmission rate with myelin) in the environment probably would have been a survival advantage.